Engineering Mathematics E2 Semester 2

1 Solution of Second Order linear ODE's

1.1 Homogeneous equations (or unfarced equations)

Consider a second order ordinary differential equation with constant coef-

ficients with zero right hand side. Such an equation with zero right hand
side is known as a homogeneous equation.

d 2y dy
a dx2 + b dx + cy = 0

We first consider the special case when a= 0:

dy
bdx + cy = 0
Solving this using variables separate

dy C
-=--y
dx b
1 C
-dy = -- dx
y b

Jtdy ~ J-~ dx
C
lny= -f/+C
or y = e-it+c
y = Ae-it where A= e0

i.e. any linear equation of the form

dy
dx +my= 0

has solution y = Ae-mx.

Dr KJ Sandiford 3
Newton 270
Engineering Mathematics E2 Semester 2

We now try the same method and type of solution for

d2y dy
a dx2 + bdx + cy = 0,
dy
If y = Aemx then - =Amemx and
dx
Substituting these into the ODE:

Aemt(am2 + bm + c) = 0
i.e. (trivial solution y = 0, ignore)
or am 2 + bm + c = 0

The equation above, am 2 + bm + c = 0, is known as the auxiliary equation.

Suppose this equation has real and different roots m 1 and m 2 . We will then
have two independent solutions of the ODE, y=Aemix and y = Bem 2 x. As
the original ODE is linear we can form a linear combination of these two,
giving the general solution of the ODE as

Example 1.1.1 . d th e genera1 so1utlon

Fin d2y + 3 dx
. of dx dy + 2y = 0
2
First form the auxiliary equation:

m2 + 3m + 2 = 0
(m+l)(m+2)=0
i.e. m=-1 orm=-2
'
:. the general solution is y = Ae-x + Be- 2 x.

Note that there are two unknown constants. This is true for any second
order equation.

Dr KJ Sandiford 4
Newton 270
Engineering Mathematics E2 Semester 2

Example 1.1.2 Find the general solution of!:; - 6!; + 13y ~ 0

Auxiliary equation:

m2 - 6m + 13 = 0
6± ✓36 - 52 6± ✓=-f6
m=-----
2 2
6±4"
We have complex roots:m = 2 J = 3±2j

The general solution is then y = Ae( 3+2j)t + Be( 3- 2j)t

However, we can write this in a simpler form using Euler's formula:
eJ 0 = cos 0 +j sin 0, e-je = cos 0 - j sin 0

y = Ae 3t ( cos 2t + j sin 2t) + B e3t ( cos 2t - j sin 2t)

y = e3t((A + B) cos 2t + (jA - jB) sin 2t)
y = e 3t ( C cos 2t + D sin 2t) (note new constants)

Example 1.1.3
Auxiliary equation:
Find the general solution of ::; +2 !~ + y ~0

m2 + 2m + 1 = 0
(m+1) 2 =0
:. m = -1 or m = -1

General solution
There is a problem here as the general solution must contain two sepa-
rate constants attached to two independent solutions.
It can be shown that the general solution is

y =(A+ Bx)e-x.

(How? Differentiate twice and substitute into the LHS of the ODE)

Dr KJ Sandiford 5
Newton 270
 Engineering Mathematics E2 Semester 2

Summary of solution method

d2 y dy
If a dx2 + bdx + cy = 0

(i) Form the auxiliary equation

am 2 +bm+c= 0

and determine the roots of the equation.

(ii) Write down the general solution, dependent on the type of roots of
the quadratic:

(a) two real and different roots m 1 , m 2 , then

(b) two repeated roots m 1 , m 1 , then

(c) two complex roots m = p±jq, then

y = ePx(Acosqx + Bsinqx)

Example 1.1.4 Find the general solution of ~:~ + 4 ~; + 4 = 0

Auxiliary equation:

m 2 +4m+4 = 0
(m + 2) 2 = 0
m = -2 or m = -2

:. general solution is x = (A+ Bt)e-t

Dr KJ Sandiford 6
Newton 270
Engineering Mathematics E2 Semester 2

Example 1.1.5 Find the particnlar solution of!:~ + 4x ~ 0, for

which x = l and !: = 2 when t = 0

Auxiliary equation

m2 +4 = 0
m 2 = -4
m= ±2j

.·. General solution is

x = e0 (A cos 2t + B sin 2t)

= A cos 2t + B sin 2t)

Applying the boundary condition: x' = - 2A sin 2t + 2B cos 2t

t = 0, x = l: 1 =A
t = 0, x' = 2: 2 = 2B ⇒ B = l

x = cos 2t + sin 2t

1.2 Inhomogeneous equations (or forced equations)

We now consider equations for which an input or forcing term is present

on the RHS of the equation

d2 x dx
a dt 2 + b dt + ex = f (t),

where f (t) represents the forcing term.

Suppose we can find/spot a solution of x = g(t), i.e. we can find a function

g(t) such that when put into the LHS of the equation we obtain the correct
RHS.

Dr KJ Sandiford 7
Newton 270
 Engineering Mathematics E2 Semester 2

d2x dx
For example, if dt 2 + 3 dt + 2x = 2t 2 , then

2 7
try X = t - 3t + -
2
x' = 2t - 3

x" = 2

substitute this into the LHS of the ODE:

7
2 + 3 ( 2t - 3) + 2 (t 2 - 3t + 2)
= 2 + 6t - 9 + 2t 2 - 6t + 7
= 2t 2 Which gives the RHS

Therefore x = t 2 - 3t +~is a solution of the ODE. However, is this the

complete general solution?

Suppose there exists another function which satisfies the equation, x = h (t)
say. As the ODE is linear we can then form a linear combination
x = g(t) + h(t), which is also a solution of the ODE (remember g(t) is the
solution found above). If we submit this into the LHS of the ODE, either

(i) h(t) = 0 which means g(t) is the complete solution, or

(ii) we will obtain an equation to determine h(t).

We know from above that x = g(t) is a solution of the ODE, by which we

mean

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Newton 270
Engineering Mathematics E2 Semester 2

and hence we have left

d2 h dh
a dt2 + b dt + ch = 0

i.e. a homogeneous equation, the solution of which is found following the

method in the previous section.

The solution of the inhomogeneous ODE is then formed of two parts:

x(t) = C.F. + P.I.

where C.F. stands for complementary function and is found from the auxil-
iary equation from the homogeneous equation, and P.I. stands for particular
integral which is determined f (t).

(The C.F. is independent of the input and hence complements the particular
integral.)

Dr KJ Sandiford 9
Newton 270
Engineering Mathematics E2 Semester 2

Example 1.2.1 Find the general solution of

d2y dy 7t
dt 2 + 3 dt + 2y = 2 l 6e

(i) Obtain the complimentary function:

d 2y dy
dt2 + 3 dt + 2y = 0

Auxiliary equation : m2 + 3m + 2 = 0
(m+l)(m+2)=0
,\ = -1, or ,\ = -2
:.C.F. is

(ii) Choose a particular integral of the type of the RHS

try y = pe7t p unknown constant

then y' = 7pe 7t
y" = 49pe 7t

and substitute these into the LHS of the original ODE:

49pe 7t + 2lpe 7t + 2pe7t = 216e 7t

72pe 7t = 216e 7t
i.e. 72p = 216
p=3
P.I. is y = 3e 7t

The general solution is then

y = C.F. + P.I.
= Ae-t + Be- 2t + 3e 7t

Dr KJ Sandiford 10
Newton 270
Engineering Mathematics E2 Semester 2

1.3 Selection of particular integral

d2y dy
a dt2 + b dt + cy = f (t)
The choice of P.I. is determined by the form of the input f (t). Some ex-
amples are given below. Remember in each case we are trying to guess a
form of solution for y(t), which when differentiated and substituted into
the LHS of the ODE will give J(t) as the answer.

Polynomial If f (t) is a polynomial, choose trial solution as a polyno-

mial of the same order.
Example. J(t) = t2 - 1, try y(t) = pt 2 +qt+ r.

Exponential If f (t) is an exponential, try a similar exponential term.

Example. f (t) = 3e2t, try y(t) = pe 2t

Trigonometric If f (t) is a sine or cosine term, try a trial solution con-

taining both sine and cosine.
Example. f (t) = 2 sin 2t, try y(t) = p sin 2t + q cos 2t
(We must include both sine and cosine terms as they 'crossover' when
differentiating.)

Exponential xtrigonometric If f (t) is, for example, f (t) = e- 2t sin 3t

or J(t) = e- 2t cos 3t choose y(t) = e- 2t(p sin 3t + q cos 3t)

Mixed If f (t) is a linear combination of the above, choose a linear com-

bination of the trial solutions.
Example. f (t) = cos 2t + t 2 + 1, try y(t) = p cos 2t + q sin 2t +
rt 2 +st+ u

For each case we substitute the trial solution into the LHS of the ODE and
equate to the RHS by comparing coefficients.

Dr KJ Sandiford 11
Newton 270
Engineering Mathematics E2 Semester 2

Note: A special case arises when part if the trial solution y(t) is already
present in the C.F. See the next section for details.

Example 1.3.1 Find a general solution of

d2y dy 2
---+y=3+t
dt 2 dt

C.F.:

Auxiliary equation: m2 - m +1= 0

-1± ✓ 1 - 4 -1±\1-3 - l± ✓3j
m=
2

:.C.F. is

P.I.: RHS is a quadratic, .·. try

X = pt 2 +qt+ r
x' = 2pt + q
x" = 2p

substitute this into the original ODE:

2p - (2pt + q) + (pt 2 + qt + r) = 3 + 2t 2
Both sides of this equation must be identical, therefore equate coeffi-
cients:

p=2
-2p+ q = 0
-4 + q = q asp= 2
q=4
canst] 4-4+r=3
r=3

Dr KJ Sandiford 12
Newton 270
Engineering Mathematics E2 Semester 2

Example 1.3.1 (continued)

The general solution is then

X = C.F. + P.I.

= e2 t(A 2v'3 t
cos . v'3) + 2t + 4t + 3
+ B sin 2 t 2

Example 1.3.2 Find the general solution of ~:: - ~; - 2x = 3e"

C.F.:

Auxiliary equation: m 2 -m-2 = 0

(m-2)(m+1)=0
m=2orm=-1
:.C.F. is x = Ae2t + Be-t

P.I.: RHS is an exponential .·. try

X = pe3t
x' = 3pe 3t
x" = 9p3t

substitute this into the original ODE:

9peet - 3pe3t - 2pe3t = 3e3t

e3t] 9p - 3p - 2p = 3
4p= 3
3
p=-
4

The general solution is then x = C.F. + P.I. = Ae 2t + Be- 2t + ~e 3t

Dr KJ Sandiford 13
Newton 270
Engineering Mathematics E2 Semester 2

Example 1.3.3 Find the general solution of !: + x = 3 cos 2t

Note: that although this is a first order ODE we can still use the C.F.+P.I.
method as it has constant coefficients.
C.F.: Auxiliary equation

m+l =0
m= -1
We have a single unique root.·. C.F. y = Ae-t

P.I.:

try x = p cos 2t + q sin 2t

x' = - 2p sin 2t + 2q cos 2t

Substitute into original ODE:

- 2p sin 2t + 2q cos 2t + p cos 2t + q sin 2t = 3 cos 2t

sin 2t] - 2p + q = 0 (l)
cos 2t] 2q + p = 3 (2)
(l) ⇒ q = 2p
3 6
in (2) 4p + p = 3 ⇒p = 5' q =-
5
.·.P.I. is x = ~ cos 25 + ; sin 2t

The general solution is then x = C.F.+ P.I. = Ae-t+i cos 2t+~ sin 2t

Example 1.3.4 Find the general solution of

d2x dx _ 2t .
- - 4- - 5x = e Sln 3t
dt 2 dt
C.F.:
Auxiliary equation: m 2 -4m- 5 = 0
(m-5)(m+1)=0
m=5 orm=-1
'
Dr KJ Sandiford 14
Newton 270
Engineering Mathematics E2 Semester 2

Example 1.3.4 (continued)

:.C.F. is x = Ae 5t + Be-t
P.I.: try

x = e- 2t(p cos 3t + q sin 3t)

x' = - 2e - 2t (p cos 3t + q sin 3t) + e - 2t ( -3p sin 3t + 3q cos 3t)
= e- 2t((3q - 2p) cos3t - (3p + 2q) sin3t)
x" = -2e- 2t((3q - 2p) cos3t - (3p + 2q) sin3t)+
e- 2t(-3(3q - 2p) sin 3t - 3(3p + 2q) cos 3t)
= e- 2t( (12p - 5q) sin 3t - (5p + 12q) cos 3t)

substitute this into the original ODE:

e- 2t( (12p - 5q) sin 3t - (5p + 12q) cos 3t)-

4e-2t( (3q - 2p) cos3t - (3p + 2q) sin3t)
- 5e- 2t( (12p - 5q) sin 3t - (5p + 12q) cos 3t) = e- 2t sin 3t

Both sides of this equation must be identical, therefore equate coeffi-

cients:

-(5p) - 4(3q - 2p) - 5p =0

-2p- 24q = 0
p = -12q
e- 2t sin 3t] (12p - 5q) + 4(3p + 2q) - 5q = 1
24p - 2q = 1
i.e. 24x - 12q - 2q = 1
1 1 6
q = - 290 p = 12 X 290 = 145

The general solution is then

X = C.F. + P.I.
6 1
= Ae5t + Be-t + 145 sin 3t - 290 cos 3t

Dr KJ Sandiford 15
Newton 270
Engineering Mathematics E2 Semester 2

1.4 Exceptional Choices of P.I.

Care must be taken when the input f (t) occurs in the C.F. part of the solu-
tion. For example:

Here the auxiliary equation is

m2 + 3m + 2 = 0
(m+l)(m+2)=0
m=-lorm=-2
:. the C.F. is x = Ae-t + Be- 2t

The input f (t) = e-t is already present in the solution for the C.F. So what
would happen if we tried a P.I. of x = pe-t?

X = pe-t
x' = -pe-t
X
II
=pe -t

When this is substituted into the original ODE we see that we cannot satisfy
the equation as the LHS vanishes:

pe-t - 3pe-t + 2pe-t = e-t

1.e. 0 = e-t

The solution to this is to modify the P.I. in a similar manner to that done
when there was a repeated root of the C.F., ie

try x = pte-t (i.e. we have multiplied by t)

x' = pe-t - pte-t = pe-t(l - t)
x" = -pe-\l - t) + pe-\-l) = pe-t(t - 2)

Dr KJ Sandiford 16
Newton 270
Engineering Mathematics E2 Semester 2

Substituting into the original ODE:

i.e. pe-t = e-t (Note that all te-t terms cancel)

... p= 1
The general solution is then x = C.F. + P.I. = Ae-t + Be- 2t + te-t

Example 1.4.1 Find the general solution of

d2y
dt 2 + l 6y = 2 cos 4t

C.F.: Auxiliary equation

m2 + 16 = 0
m 2 = -16
m= ±4j
C.F.: y =e0 (Acos4t + Bsin4t)
=A cos 4t + B sin4t

P.I.: Note that cos 4t already exists in C.F., .- . try

y = t(pcos4t + qsin4t)
y' = p cos 4t + q sin 4t + t ( -4p sin 4t + 4q cos 4t)
y" = -4p sin 4t + 4q cos 4t - 4p sin 4t + 4q cos 4t
+ t(-16p cos 4t - 16q sin 4t)
= -8p sin 4t + 8q cos 4t + t(-16p cos 4t - 16q sin 4t)

Substituting into original ODE:

-8p sin 4t + 8q cos 4t + t(-16p cos 4t - 16q sin 4t)

+16t(p cos 4t + q sin 4t) = 16 cos 4t
1.e. - 8p sin 4t + 8q cos 4q = 0

Dr KJ Sandiford 17
Newton 270
Engineering Mathematics E2 Semester 2

Example 1.4.1 (continued)

Comparing coefficients:

sin 4t] -8p= 0 p=O

cos 4t] 8q = 16 q=2

The general solution is then y = C.F. + P.I. = A cos 4t + B sin 4t +

2t cos 4t

Example 1.4.2 Find the general solution of !:~ - !: +

2 y ~ 4e'
C.F.: Auxiliary equation:

m2 - 2m + 1 = 0
(m - 1) 2 = Oi.e. m = 1 or m = lC.F. is x = (A+ Bt)et

P.I.: Note that both et and tet occur in the C.F., therefore for the P.I. we
must use pt 2 et, i.e.

X = pt 2 et
x' = 2ptet + pt 2 et = pet(2t + t 2 )
x" = pet(2t + t 2 ) + pet(2 + 2t) = pet(t 2 + 4t + 2)

Substitute into ODE:

=} p= 2

The general solution is then x = C.F. + P.I = (A+ Bt)et + 2tet

Dr KJ Sandiford 18
Newton 270
 Engineering Mathematics E2 Semester 2

2 Laplace Transforms

The solution of second order differential equations can be found using the
techniques shown in the previous sections:

y = C.F. + P.I.

contains two constants determined by the input,

to be found from given whereas the C.F. is inde-
conditions pendent of input.

For example, a typical solution is

y = e - 3t ( A cos 4t + B sin 4t) + 4t sin 4t + 5t cos 4t,

with typical given conditions for vibration problems and electrical circuits
in the form

(i) y =Catt= 0
dy
(ii) - = k att = 0
dt

To incorporate these given conditions you need to

(i) differentiate y

(ii) solve two equations in two unknowns to find A and B

Laplace Transforms is an alternative method of finding the solution of

second order ODE's, which incorporates the conditions of the above type
into the solutions process. Moreover, unlike the C.F. and P.I. method, dis-
continuous inputs are permitted such as

Dr KJ Sandiford 19
Newton 270
 Engineering Mathematics E2 Semester 2

y y

X X

by employing Heaviside's unit function.

Tools used:

(i) Partial fractions techniques

(ii) Heaviside's unit function

(iii) Standard results of transforms

2.1 Revision of partial fractions

Consider first a function such as:

2 3
f(x) = (x+l) + (x-1)
f (x) may be expressed as a single fraction with a common denominator,
thus
2 3
f(x) = (x+l) + (x-1)
2(x-1)+3(x+l)
(x+l)(x-1)
2x - 2 + 3x + 3
(x+l)(x-1)
5x+ 1
(1)
(x+l)(x-1)

Dr KJ Sandiford 20
Newton 270
Engineering Mathematics E2 Semester 2

This process can be reversed, that is to take the function in (3) as f (x) =
5x + 1 . .
( )( ) and express 1t as the sum of two (or m some cases more)
x+l x-1
separated fractions. This process is called expressing f (x) in PARTIAL
FRACTIONS.

5x + 1 A B
Hence f (x) = -(x_+_l_)_(x---1-) =-(x_+_l_) + -(x---1-)

There are two types of fractions:

Proper fractions: are the fractions where the highest power in the nu-
merator power is less the highest power in the denominator power.
2 4 X x2
Example: -, -, ( 2 ) and 3 • etc.
35 x-1 x-1
Improper fractions: are the fractions where the numerator power is
greater than the denominator power.
3 5 x2 x3
Example: - , - , - - and 2 etc.
24x-1 x-1

There are 4 separate cases to consider.

TYPEl

f(x) A B C
- -----------+---+---
(x+a)(x+b)(x+c)-(x+a) (x+b) (x+c)

E xamp1e: E xpress ( x+3 . . lf .

)( ) 1n partia ract10ns.
x-2 x+4

Dr KJ Sandiford 21
Newton 270
Engineering Mathematics E2 Semester 2

This is a proper fraction.

x+3 A B
-----=---+---
(x - 2)(x + 4) (x - 2) (x + 4)

Use Cover-Up rule to find the value of A and B.

To find A: x - 2 = 0 ⇒x = 2.

Substitute x = 2 on the left hand side by covering (x - 2)

2+3 = A ⇒ A=~
(2 + 4) 6

To find B: x +4 = 0 ⇒x = -4.

Substitute x = -4 on the left hand side by covering (x + 4)

_-_4_+_3_ = B
(-4 + 2)

x+3 .§ 1
·-----= 6 + 6
··(x-2)(x+4) (x-2) (x+4)

TYPE II

f(x) A B C
--- = --- + --- + ---
(x + a)3 (x+a) (x+a) 2 (x+a) 3

Dr KJ Sandiford 22
Newton 270
Engineering Mathematics E2 Semester 2

2t - 1 . . lf .
Examp1e: Express (t + l) 2 m partla ract10ns.

2t -1 A B
(t+1) 2 = (t+l) + (t+1) 2

The cover-up rule cannot be applied in this example. Instead we put the
RHS onto a common denominator:

2t -1 A(t+l)+B
""(t+1) 2 (t + 1) 2

As the denominators are obviously the same, the numerators must be the
same:

2t - 1 = A (t + l) + B
or 2t - 1 = At + A + B

Equating coefficients oft:

2= A

Equating coefficients of constants:

-1 = A+B
-1 = 2 + B
B = -1- 2
B=-3

Dr KJ Sandiford 23
Newton 270
Engineering Mathematics E2 Semester 2

2t- 1 2 3
(t + 1) 2 (t + 1) (t + 1) 2

TYPE3

f(x) Ax+ B C
-- - - - - - - = -2 - - - + - -
(ax + bx + c) (x
2 + d) ax + bx + c x +d
1 4x - 3 . . 1f .
_E_xa_m_p_e: Express (x + 2)( 3x 2 _ 2x + l) m partia ract10ns.

4x-3 Ax+B C
-- ------=-- ---+--
(3x
2 - 2x
2 + 1) (x + 2) (3x - 2x + 1) x +2

Cover-up rule can be applied to find C.

let x +2 = 0 ⇒x = -2, applying cover-up:

__ 4_x_(-_2_)_-_3_ _ = C
3x(-2) 2 - 2x(-2) + 1
-11
---=C
12 + 4 + 1
C=-~
17

Putting the partial fraction onto a common denominator gives

4x-3 (Ax+ B)(x + 2) + C(3x 2 - 2x + 1)

(x + 2)(3x 2 - 2x + 1) (3x 2 - 2x + l)(x + 2)

As the denominators are equal, the numerators must be the same:

4x - 3 =(Ax+ B)(x + 2) + C(3x 2 - 2x + 1)

Dr KJ Sandiford 24
Newton 270
Engineering Mathematics E2 Semester 2

This must be true for all values of x.

put x = 0: -3 = 2B + C

11
butC = - -
17'
-11
-3=2B+-
17
11 -20
-3+ 17 =2B:. B= 17

put x = 1: 4 - 3 = 3(A + B) + 2C

1 = 3A + 3B + 2C
1- 3B - 2C = 3A
-20
1- 3 x - - 2x-1117 = 3A
17
82
1 + 17 = 3A
99 = 3A
17
. A= 33
.. 17

and

4 x-3 33 20 -11
17X-17 17
--------=-----+---
(3x 2 - 2x + 1) (x + 2) (3x 2 - 2x + 1) (x + 2)
33x - 20 11
17(3x 2 02x+ 1) 17(x+2)

TYPE4

2 2
Example: Express ( x )( ) in partial fractions.
x+3 x-l

Dr KJ Sandiford 25
Newton 270
Engineering Mathematics E2 Semester 2

This fraction is an improper fraction because the power of the numerator

is not less than the power of the denominator:
x2 - 2 x2 - 2
(x + 3) (x - l) x 2 + 2x - 3

We must carry out long division.

1
x 2 + 2x - 3xlx 2 -2
x 2 + 2x - 3
-2x+ 1

x2 - 2 -2x + 1
1
· · (x + 3) (x - l) = + (x 2 + 2x - 3)
1- 2x
=1+-----
(x+3)(x-1)

1 - 2x . . f .
Now express 1 + (x+3 )(x-l ) 1n partia1 ract10ns:

1- 2x A
1+----- )+B(x-l)
(x+3)(x-1) x+3

To find A: let x + 3 = 0 =}X = -3

_1-_2x_(_-_3) = A
(-3 - 1)
1+6 = A
-4
7
A=--
4

To find B: let x - l = 0 =}X =1

1-2xl=B
1+3
1
--=B
4

Dr KJ Sandiford 26
Newton 270
Engineering Mathematics E2 Semester 2

x2 - 2 7 1
·------=1--------
··(x+3)(x-1) 4(x+3) 4(x-1)

2.2 The Basic Laplace Transform Integral

This integral provides the basis for the transform theory, and transforms a
function f(t) to it's Laplace Transform /(s):

f(s) = Joo

0
J(t)e- st dt
(wheres is a huge positive constant)

transform of particular insert function and

f (t) inserted on RHS integrate as indicated

The method of Laplace Transforms relies on the fact that e- 00 = 0.

Example 2.2.1 f (t) = e4t

l(s) = j~ e 'e- 4 st dt

= !~ e(4-s)t di

[ 1 e(4-s)tl oo
4-s 0

1 e (4-s)oo - - -
-- l e0
4-s 4-s
(Remembers is large and +ve, therefore (4-s) is -ve)

1
=0---
4-s
1
s-4
Dr KJ Sandiford 27
Newton 270
Engineering Mathematics E2 Semester 2

Example 2.2.2 f(t) = C

Example 2.2.3 f (t) = t

!(s) = j~te- st dt
t JCX)e-st
= --e- st + - dt
S o S

= [-!e-st _s
~e-st]
s2
00

o
1
s2

Example 2.2.4 J(t) = cos 3t

!(s) = j~ cos 3t e-,t dt

= -1 sin 3t e- st + -
3 3 0
s;
sin 3t e- st dt
00

1 s
= - sin 3t e- st - - cos 3t e- st - -
s2;00 cos 3t e- st dt
3 g g 0

i.e.
00
( 1 + g82) ; O00 cos 3t e- st dt = [31 sin 3t e- st - gs cos 3t e- st 0 l
8 ) 2
or ( 1+ 9 s
](s)=+ 9

g + s2 J(s) = +~
g g
- s
f(s) = s2 + 9
Dr KJ Sandiford 28
Newton 270
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Example 2.2.5 f (t) = cos 3t ALTERNATIVE METHOD

From the first example 5.2.1, we can deduce that e-at will transform to
1
s-a
Using complex number theory cos 3t = ½(e3jt + e- 3jt)
Its transform is therefore:

_
f(s) = -1 [ - 1- + -1-
2 s - 3j s + 3j
l
l s + 3j + s - 3j
2 (s - 3j)(s + 3j)
s
s2 +9
Example 2.2.6 f (t) = sin 3t
Since sin 3t = 2~ ( e jt
3 - e- 3j'), following the same method as the last
example

_ 1 [ 1 1
f(s)=2j s-3j-s+3j
l
l s + 3j - ( s - 3j)
2j (s - 3j)(s + 3j)
3
s2 +9
Example 2.2.7 f (t) = t 2

Dr KJ Sandiford 29
Newton 270
Engineering Mathematics E2 Semester 2

2.3 Standard Laplace Transforms

In practice tables of transforms are used to transform given functions.

These operate in exactly the same way as standard tables of derivatives
or integrals. The four most important transforms are given below. For
more transforms see the formula sheet handed out.

J(t) J(s)
eat
1
s-a
s
cos wt
s2 + w2
w
sin wt
s2 + w2
tn n!
--
8 n+l

Here a, w and n > 0 are constants and all results can be derived from the
basic integral above.

Example 2.3.1 Find the Laplace Transform of the following:

(a) t 4 , (b) 3 cos 5t and (c) 2e 2t

J(s) = 4!
- s - 1
(a) (b) f(s) = 3x 2 (c) f(s) = 2 x -
s5 s + s-2

Example 2.3.2 Find the Laplace Transform of

y = e4t + t 2 + 5 + 2 sin 2t
1 1 5 4
y(s)= s- 4+2+-+
s s s +
2

Using the standard tables it is possible to reverse, or invert, the transform.

For all but the simplest cases it will be necessary to use partial fractions
before we invert.

Dr KJ Sandiford 30
Newton 270
Engineering Mathematics E2 Semester 2

s
Example 2.3.3 Find the inverse transforms of a)
s2 - 22'
2 3 1 2s + 4
b) - + -- + 2 , and c) 2
s s- 2 s +9 s + 16

a) =} cosh 2t
2 3 1
b) -+--+--
s s - 2 s2 + 9
1 1 1 3
=2x-+3x--+-x---
s s- 2 3 s 2 + 32
1 .
⇒2 + 3e 2t + 3 s1n 3t
2s +4
c)
s 2 + 16
2s+4 2s 4
s2 + 42
- - - +s2
s2 + 42
- +- 42
-
s 4
=2X---+---
s2 + 42 s2 + 42
=} 2 cos 4t + sin 4t

For a more complicated denominator, first apply partial fractions before

trying to find the inverse.

Example 2.3.4 Find the inverse transform of y (s) = 3s - 7

2
s - 4s + 3

3s - 7 3s - 7
s 2 - 4s + 3 (s - l)(s - 3)
Using Partial Fractions:

A
--+Bs-3
s-1
A(s-3)+B(s-l)
(s - l)(s - 3)
3s - 7 = A(s - 3) + B(s - l)put s = 3: 2 = 2B
B= 1

Dr KJ Sandiford 31
Newton 270
Engineering Mathematics E2 Semester 2

Example 2.3.4 (continued)

put s = 1: - 4 = - 2A
A=2
2 1
y(s) = 1+
s- s-
and y(t) = 2et + e3t

2.4 The First Shift Theorem

The First Shift Theorem extends the standard transform list, and is as fol-
lows:

I "If f (t) has transform J(s), then eat f (t) has transform J(s - a)" I

Proof:

We are given 1(s) = j~ f(t)e_,, dt.

Now y(t) = eat f (t) has transform:

y(s) = J~ c'tea'J(t) dt

= J~ e-(,-a)t f(t) dt

Change paramter to S = s - a, so the integral becomes

J~ e- 8t f(t) dt = f(S) = f(s - a)

Dr KJ Sandiford 32
Newton 270
Engineering Mathematics E2 Semester 2

Example 2.4.1 Find the Laplace transform of f (t) = e4t sin 3t

Since sin 3t has transform 2 3 , to find the transform of e4t sin 3t we
s +9
replace s with (s-4 ):
- 3
f(s) = (s - 4)
3
s2 - 8s + 25
(Note that the denominator will not factorise. When inverting trans-
forms, this is what you should be looking for as an indicator of the first
shift theorem)

- s+l
Example 2.4.2 If f (s) = 2 , invert the transform to find
s + 2s + 5
f (t).
First, note that the denominator s 2 + 2s + 5 will not factorise.
Instead,completethesquare: s 2 +2s+5 = (s+1)2-1 2 +5 = (s+1)2+4
- s+l s+l
f (8 ) = s 2 + 2s + 5 = (s + 1) 2

Compare this the the transform for cos 2t: we have s replaced with s + 1

.·. using the first shift theroem f (t) = e-t cos 2t

Example 2.4.3 Find the inverse transform of J(s) = 8

s - 4s + 5
2

Very similar to previous example. Denominator will not factorise, there-

fore complete the square.
- s
f ( s )2 - - - -
- s - 4s +5
s s
( s - 2) 2 - 4+5 ( s - 2) 2 + 12
(s-2)+2 (s-2) 2
------------+-----
- (s-2)2+1 2 - (s-2)2+1 2 (s-2)2+1 2
⇒ J(t) = e2t cost+ 2e2t sin t

Dr KJ Sandiford 33
Newton 270
Engineering Mathematics E2 Semester 2

2.5 Transforms of Derivatives

These are found by substitution into the basic integral. Suppose y(t) has
transform y(s): what is the transform of!~? Using by-parts it must be:

J oo e-
0
st d dt = [e- st y];
_Jj_
&
+ s Joo e- st y dt
0

(Note the integral on RHS is the basic integral of transform of y, and y ( 0)

is the value of y when t = 0)

= 0 - y(0) + sy(s)
= sy(s) - y(0)

Similarly the transform of!:; is

J oo e-
0
st _Jf_
dt 2
d
d2 dt = [e- st _Jj_
dt
l 00

O
+ s Joo e- st _Jj_
O
d dt
dt
(Note the integral on RHS has been found above)

= 0 - y' (0) + s{sf} (s) - y (0))}

= s 2 y (s) - sy (0) - y' (0)

To summarise:

J(t) J(s)
dy
- sy(s) - y(0)
dt
d2y
- s 2 y( s) - sy(0) - y' (0)
dt 2

Dr KJ Sandiford 34
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Example 2.5.1 Find the Laplace Transform of the following second

order ODE, given that when t = 0, y = 3 and ~~ =1

d2y dy
dt2 + 2 dt +y = 2t

Taking transforms of each term on both sides of the equation:

2
{s 2 y(s) - sy(O) - y'(O)} + 2{sy(s) - y(O)} + y(s) = 2
s
2
{s 2 y(s) - 3s - 1} + 2{sy(s) - 3} + y(s) = 2
s
2
y( s) (s 2 + 2s + 1) - 3s - 7 = 2
s
2
y( s) (s + 1) 2 = 2 + 3s + 7
s
_( S )( S
y + l) 2 = 2+3s 3 +7s 2
2
s
3s 3 + 7s 2 + 2
y(s) = s2(s + 1)2

2.6 Solution of ODE's using Laplace Transforms

dy 2
.
In the prev10us . we sh owe d th at denvatlves
sect10n . . dt and ddt y2 h ave been
transformed to algebraic expressions in s and y (s). We can rearrange this
algebraic expression to find y (s) and invert the transform to find y (s):

Dr KJ Sandiford 35
Newton 270
Engineering Mathematics E2 Semester 2

Differential equation
Transform algebraic expression,
and boundary condi- 1 - - - - - - - -
but no derivatives
tions

Solution of differential Invert

_ _---T"""_ __

rearrange to find y (s)

equation with no un-
known constants, y(t)

Use partial fractions, standard tables, shift rule.

Example 2.6.1 Find the solution of

d2y t
dt2 - 4y = e'

given that when t = 0, y = 1 and~~ = 1

Taking Laplace Transforms:

{s 2 y(s) - sy(O) -y'(O)} - 4y(s) = - 1-

s- l
1
s2 y(s) - s - 1 + 4y(s) = - -
s - 1

Rearranging for y (s):

1
y (s) (s2 - 4) = - - + s + 1
s-1
y (8 ) ( 82 _ 4 ) = 1 + (s - 1) ( s + 1)
s - 1
s2
y(s) = (s - l)(s 2 - 4)

Dr KJ Sandiford 36
Newton 270
Engineering Mathematics E2 Semester 2

Example 2.6.1 (continued)

Applying partial fractions to the RHS, and noting that
s2 - 4 = (s - 2) (s + 2):
s2 A B C
-------=--+--+--
(s-l)(s-2)(s+2) s-l s-2 s+2
A(s - 2)(s + 2) + B(s - l)(s + 2) + C(s - l)(s - 2)
(s - l)(s - 2)(s + 2)
s 2 = A (s - 2) (s + 2) + B (s - l) (s + 2) + C (s - l) (s - 2)

puts= 2: 4=0+B(1)(4)+0
B= l
puts= -2: 4 = 0 + 0 + C( -3) (-4)
C=!3
puts= l: l=A(-1)(3)+0+0
1
A=--
3
(The values of A, Band C can be found directly using the cover-up rule
instead).
_l 1 l
:. y(s) =
s-
31 + s- 2 + s+3
inverting the transform

1 1
y(t) = --et+ e2t + -e-2t
3 3

Dr KJ Sandiford 37
Newton 270
Engineering Mathematics E2 Semester 2

2.7 Simultaneous Differential Equations

Laplace Transforms can also be used to solve simultaneous differential

equations such as

y' + 3y + 4x = 0
x' - 2x - y = 0 given that y(O) = 1 and y(O)' = 2

Method: Transform all equations and so obtain linear algebraic equations

in x( s) and fjs. Solve these equations simultaneously to find x( s) = ... ,
y(s) = ... ,and then reverse transform to find x(t) and y(t) as normal.

Transforming both of the equations above:

sy(s) - y(O) + 3y(s) + 4x(s) = 0

sx(s) - x(O) - 2x(s) - y(s) = 0

i.e.

y(s)(s + 3) - 2 + 4x(s) = 0
x(s)(s - 2) - y(s) = 1

or

4x (s) + fJ (s) (s + 3) = 2 (2)

x(s)(s - 2) - y(s) = 1 (3)

We now solve this simultaneously by eliminating y( s) : (2) + (s + 3) x (3)

4x (s) + x (s) (s - 2) (s + 3) = 2 + (s + 3)
x( s) { 4 + (s - 2) (s + 3)} = s + 5
x (s) (s 2 + s - 2) = s + 5
s+5
x(s) = (s - l)(s + 2)

Dr KJ Sandiford 38
Newton 270
 Engineering Mathematics E2 Semester 2

Using Partial Fractions:

s+5 A B
-----=--+--
(s-l)(s+2) s-1 s+2
A(s+2)+B(s-l)
(s - l)(s + 2)
s + 5 = A(s + 2) + B(s - 1)
puts= l: 6=3A =⇒ A=2
put s = -2 : 3 = -3B =⇒ B = - l
2 1
x(s)= s-l s+2

Inverting the transform:

x(t) = 2et - e- 2t (4)

To find y(t) there are two options:

(i) back substitute the expression for x( s) into equation (2) to find y( s)
and then invert for y(t), or more easily,

(ii) substitute the solution for x(t) into one of the original differential
equations

Rearranging the differential equation x' - 2x - y = 0 gives

y = x' - 2x
= 2er + 2e- 2t - 2(2et - e- 2t)
= 4e- 2t - 2et

As a quick check of your work you should always verify that your solutions
satisfy the initial conditions x(O) = 1 and y(O) = 2:

x(O) = 2e0 - e0 = 2- 1= 1
y(O) = 4e 0 - 2e 0 = 4 - 2 = 2 as required

Dr KJ Sandiford 39
Newton 270
Engineering Mathematics E2 Semester 2

Example 2.7.1 Solve the following simultaneous equations

3 dx + dy + 2x = 1
dt dt
dx dy
dt + 4 dt + 3Y = O
given that x(O) = 0 and y(O) = 0
Transforming both equations:
1
First ODE: 3{sx(s) - x(0)} + {sy(s) -y(0)} + 2x(s) = -
s
1
1.e. (3s+2)x(s)+sy(s)=- (5)
s
Second ODE: { sx( s) - x(0)} + 4{ sy( s) - y(0)} + 3y( s) = 0
1.e. sx(s) + (4s + 3)y(s) = 0 (6)

Solving these simultaneously: (5)xs - (6)x (3s + 2):

s2 y(s) - (3s + 2)(4s + 3)y(s) = 1
y(s)(-11s 2 - 17s - 6) = 1
-1
(7)
y(8 ) = 11 s 2 - 17s - 6
Using Partial Fractions:
-1 -1 A B
--------------+---
11 s 2 - 17s - 6 - (s + l) (11 s + 6) - s + l 11 s + 6
A(lls + 6) + B(s + 1)
+ 1)(11s + 6)
(s
- 1 = A(lls + 6) + B(s + 1)

put x = - l : - 1 = -5A ⇒ A= ~
5
putx=-~:-l=~B ⇒ B=-~
11 11 5
-1 -11
: .y (8 ) = s ~l - 11 / + 6
1 1 1 1
=-X----X--
5 s+l 5 6
11 s+

Dr KJ Sandiford 40
Newton 270
Engineering Mathematics E2 Semester 2

Example 2.7.1 (continued)

Inverting this transform:
1 -t 1 _ _§__t
y(t) = Se - Se 11

Using the original ODE: !: + !~ +

4 3y = 0:
dx dy
dt = - 3Y - 4 dt
1 -t 1 _ _§__t) ( 1 -t 6 _ _§__t)
= -3 ( Se - Se 11 - 4 -Se + 55 e 11

= ~e-t + _2_e_161t
5 55
Integrating this to find x:

1 -t 9 11 _ _§__t
X = --e - -X -e l1 +C
5 55 6
1 -t 3 _ _§__t
x = --e - -e 11 + c
5 10
Finally, using x(O) = 0 to find c:

1 3
0 = -- - -+c
5 10
1
⇒ c=-
2
the solution is then

1 1 -t 3 _ _§__t
x(t) = - - -e - -e 11
2 5 10
1 -t 1 _ _§__t
y( t) = -e - -e 11
5 5

Dr KJ Sandiford 41
Newton 270
 Engineering Mathematics E2 Semester 2

Tutorial Sheet 1: Second order Ordinary Differential Equations

Find the general solution of the differential equations below:

d 2y dy d2y
1. 2 - + 5 - -3y = 6 5. - + 9y = 26e 2x
dx 2 dx dx 2
d 2y dy d 2y dy .
2. 6 - + 4- - 2y = 3x - 2 6. 2- - - +4y = 25sm2x
dx 2 dx dx 2 dx
d2y dy X d 2y dy
3. ----6y=2e 7. - - 4- + 4y = 5 COS X
dx 2 dx dx 2 dx
d2y dy -x d2y
4. - - 3 - -4y= 3e 8. dx 2 + y = 4 cos x
dx 2 dx

Find the particular solution of questions 9-14.

dy
9. when x = 0, y = 0 and - = 0
dx
d 2y dy dy 4
10. 9 - - 12- + 4y = 3x - 1, when x = 0 y = 0 and - = - -
dx 2 dx ' dx 3
d 2y dy l dy
11. 5 dx2 + g dx - 2y = 3ex' when x = 0 y = - and - = 0
' 4 dx
d2y dy 3t dy
12. dt2 - 6 dt + 9y = 4e ' when t = 0, y = 2 and - = 0
dt
d 2y dy . dy
13. dx 2 - 3 dx - 4y = 3 sm x, when x = 0, y = 0 and - = 0
dx
d2y dy 2x dy l
14. dx2 - 7 dx + lOy = e + 20, when x = 0 y = 0 and -
' dx
= - -
3

15. The motion of a vibrating mass is given by !:; + 8 :~ + 20y = 300 sin 4t. Show
that the general solution of the differential equation is given by:

. 15 . 120
y = e- 4t(A cos 2t + B sm 2t) + 13 sm 4t - 13 cos 4t

Dr KJ Sandiford 102
Newton 270
 Engineering Mathematics E2 Semester 2

Answers

1. y = Ae½x + Be- 3x - 2
3
= Ae:i"x + Be-x - -x - 2
1
2. y
2
1
3. Y = Ae-2x + Be3x - -e-x
3
3
4. y = Ae-x + Be4 x - -xe-x
5
5. y = A cos 3x + B sin 3x + 2e 2x

6. y 1( J3f-x + Bsm--x
= e4x Acos-
4 4
.Jn) + 2 5 cos 2x - 5sm2x
.

3 4
7. y =(A+ Bx)e 2x + 5 cosx - 5 sinx

8. y = A cos x + B sin x + 2x sin x

9. y
6 e -~X
= 7 3 + 78 e X
- 2

10.

11.

12. y = (2 - 6t + 2t 2 )e 3 t
3 4x 3 -x 9 15 .
13. Y = 85 e - 10 e + 34 cos x - 34 sm x
4 10 1
14. y = -e5x - -e2x - -xe2x + 2
3 3 3
15. Answer given in question.

Dr KJ Sandiford 103
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Sheet 2: Laplace Transforms

1. Use the standard table of transforms to find the Laplace transform of

(a) e4t

(b) 5

(c) 2cos5t + 3sin3t

(d) t + cosh 2t
(e) e 2t + sin t + t 3 + 2

2. Use the first shift theorem to find the Laplace transform of

(a) e- 2t cos 3t
(b) te- 2t
(c) e 3t sinh t

3. Verify the following inverse transforms. (You will have to use partial fractions and
the first shift theorem for some questions before reversing from y (s) to y ( t)).
7 2
(a) -+-- ::::} 7 + 2e 5t
8 s-5
1 2s 1
(b) - - - + 2- - 5 sin 5t + 2 cos 2t
s2 + 25 s +4
1 1
-e-2tt3
(c)
+ 2) 4
(s 6
4 3s 5 5 .
(d) --- +2- - ::::} 4e 2t - 3 cos 4t + 2 sm 2t
8 - 2 s 2 + 16 s +4
3s-7
(e) ::::}
s 2 - 4s + 3
2s 2 -4 4 + -e3t
7 _ -e-t
1
(f) _ -e2t
(s + 1) (s 2 - 5s + 6) 3 2 6
4s + 12
(g) ::::} 4e- 4t(l - t)
s + 8s + 16
2

6s +4
(h) 2e 2t(3 cos 4t + 2 sin 4t)
s 2 - 4s + 20
s 2 - 2s + 3 3 1
(i) -e 2t + -(2t - l)et
(s+l)(s-1) 2 2 2
s-1 1 t(4 cost - 3 sm
. t ) - -e-
4 3t
(j) -e-
(s+3)(s 2 +2s+2) 5 5
2s+ 5 1 .
(k) ::::} e- 2t(2 cos 3t + 3 sm 3t)
s 2 + 4s + 13

Dr KJ Sandiford 104
Newton 270
Engineering Mathematics E2 Semester 2

Answers
1
1. (a)
s - 4'
5
(b)
s'
2s 9
(c)
s2 + 25
+s2-+-9
l s
(d) -+
s2 s2 - 4
1 1 6 2
(e) --+--+-+-
s- 2 s2 +1 s4 s
s+2
2. (a)
s 2 + 4s + 13
1
(b)
(s + 2) 2
1
(c)
s2 - 6s +8
3. Answers given in question.

Dr KJ Sandiford 105
Newton 270
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Tutorial Sheet 3: Laplace Transforms 2

Solve the following differential equations using Laplace Transforms:

1. y" + 3y' + 2y = 2, given y(O) = 0, y'(O) = 4

2. y" - 2y' - 8y = l8et, given y(O) = 1, y'(O) = -2
3. y" + 4y = t, given y(O) = 1, y'(O) = 1
4. y" + 4y' + 5y = 5, given y(O) = y'(O) = 1
5. y" - 6y' + 9y = 4et, given y(O) = 2, y'(O) = 4
6. y" - 4yl + 4y = 8 sin 2t, given y(O) = 1, y'(O) = 1
7. y" + l6y = 10 cos 4t, given y(O) = 3, y'(O) = 4

Answers

1. y(t) = 2e-t - 3e- 2t + 1

2. y(t) = e4t - 2et + 2e- 3t

t 3 .
3. y (t) = 4 + 8 sm 2t + cos 2t
4. y(t) = 1 + e- 2t sin t

5. y(t) =et+ e3t

6. y(t) = te 2t + cos 2t

7. y (t) = 3 cos 4t + sin 4t + ~ t sin 4t

Dr KJ Sandiford 106
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